Annualised Return | 9.39% |
Realised Volatility | 34.85% |
Downside Volatility | 21.7% |
Max Drawdown | -88.4% |
Winning months | 55.64% |
Sharpe Ratio | 0.27 |
Sortino Ratio | 0.43 |
Calmar Ratio | 0.11 |
Viking Ratio | 0.25 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 9.43% | 4.66% | 3.44% | 4.94% | 5.15% | 1.91% | -4.06% | 10.71% | 2.46% | 0.73% | 46.01% | ||
2023 | -0.04% | 1.02% | 7.08% | 4.18% | -1.23% | 5.07% | -4.14% | 4.03% | -2.11% | -3.05% | 9.18% | 3.44% | 24.94% |
2022 | 0.99% | 2.96% | 0.27% | -4.92% | -2.61% | -9.12% | 10.14% | -1.8% | -3.92% | 11.31% | 5.01% | 2.21% | 8.92% |
2021 | -1.42% | 9.42% | -0.34% | 12.81% | -2.41% | 0.49% | 6.64% | -0.99% | -3.9% | -0.6% | -11.73% | 11.58% | 18.16% |
2020 | -7.41% | -10.7% | -12.73% | 14.86% | 1.36% | -7.58% | 9.85% | 6.35% | -6.85% | -10.31% | -3.27% | 8.45% | -20.5% |
2019 | 7.95% | 5.16% | -4.34% | -3.28% | 3.48% | 11.9% | -1.21% | 0.64% | -4.77% | 2.48% | 3.72% | 4.55% | 27.96% |
2018 | 12.79% | -2.5% | 0.22% | 5.12% | 5.81% | 7.6% | 2.78% | 5.8% | 8.27% | -6.13% | 4.23% | -6.19% | 42.56% |
2017 | 11.23% | 2.04% | 1.3% | 6.07% | 2.46% | 2.55% | -3.97% | 3.49% | 5.88% | -3.53% | -6.61% | -5.67% | 14.61% |
2016 | -4.93% | -3.14% | 10.78% | 16.53% | 3.6% | 2.91% | 3.89% | -1.89% | -0.08% | -7.56% | -7% | 5.72% | 17.3% |
2015 | 11.77% | 14.11% | 5.03% | 0.39% | 2.53% | -3.12% | -2.03% | -3.46% | -1.97% | 11.4% | 0% | 0.88% | 39.17% |
2014 | 12.56% | -3.18% | 3.21% | -6.73% | 1.74% | -0.47% | 0.08% | -0.78% | -6.86% | 12.45% | -3.09% | 2.95% | 10.23% |
2013 | 30.37% | -1.07% | 5.68% | -4.1% | 23.36% | 0.32% | 17.8% | -3.11% | 10.96% | -0.43% | -0.94% | 3.8% | 109.77% |
2012 | 11.61% | 4.36% | -3.86% | 4.68% | -8.31% | -1.22% | -8.82% | 4.45% | 6.3% | -10.45% | 7.78% | 3.43% | 7.3% |
2011 | -7.79% | 2.58% | 0.42% | 4.17% | -4.14% | -3.76% | 3.62% | -5.31% | -12.83% | -0.34% | 0.17% | -9.49% | -29.46% |
2010 | -4.11% | -10.31% | -6.72% | -4.71% | -12.06% | -4.13% | -3.45% | -7.32% | 18.11% | 4.24% | 0.47% | 17.91% | -15.89% |
2009 | 14.6% | -20.86% | 13.25% | 5.79% | 11.77% | 7.87% | 5.92% | 9.4% | -9.87% | -23.32% | 3.08% | 7.53% | 16.28% |
2008 | 4.47% | 3.62% | 2.22% | 3.57% | -0.3% | -7.52% | -3.25% | 5.63% | -2.31% | -26.41% | -31.67% | 25.45% | -33.45% |
2007 | 7.39% | -11.6% | -10.85% | 6.19% | 1.49% | -2.11% | -14.28% | -2.43% | 8.73% | -0.57% | -8.94% | -7.92% | -32.31% |
2006 | -10.7% | 11.66% | -5.61% | 0.82% | -11.02% | -18.57% | 1.01% | 2.53% | -15.19% | 7.57% | -0.38% | 8.39% | -29.85% |
2005 | -7% | -1.21% | -10.32% | 0.99% | -8.42% | -0.33% | 7.22% | -7.15% | -13.06% | 7.49% | 5.41% | -7.52% | -31.11% |
2004 | 10.96% | 0.15% | 3.75% | -2.81% | 7.55% | -3.39% | -10.61% | -6.61% | 11.2% | -11.15% | -1.39% | 2.13% | -3.29% |
2003 | -4.87% | 9.2% | -7.72% | 5.62% | 21.02% | 17.27% | 3.49% | -4.95% | 6.16% | 6.14% | 6% | 2.42% | 72.91% |
2002 | -6.84% | -0.49% | 12.21% | -0.68% | 11.76% | 5.28% | 2.29% | -2.8% | 8.27% | 19.23% | 11.61% | 1.24% | 76.29% |
2001 | 22.45% | -1.61% | 22.38% | -21.31% | 9.07% | -1.85% | 5.94% | 6.05% | 7.33% | 10.93% | 16.97% | -9.32% | 76.22% |
2000 | -5.14% | -12.05% | 16.78% | 24.34% | -3.3% | -14.39% | -24.5% | 14.46% | -13.29% | -3.04% | -19.22% | 6.31% | -37.43% |
1999 | -9.09% | 8.72% | 53.3% | 4.77% | -10.72% | 15.63% | -7.68% | -16.33% | -27.07% | -18.43% | 4.64% | 3.55% | -18.42% |
1998 | 10.63% | 17.73% | 12.97% | 7.13% | -12.01% | 12.57% | 6.98% | -9.63% | -25.81% | 6.08% | -9.17% | 8.33% | 16.89% |
1997 | 13.75% | -2.93% | -6.79% | -21.86% | 10.62% | 15.11% | 16.79% | -1.74% | -21.72% | -17.55% | -0.69% | 1.52% | -23.54% |
1996 | 4.06% | -6.34% | -4.17% | -6.25% | -0.58% | 4.96% | 6.11% | -3.93% | 25.34% | -5.43% | 7.36% | 2.78% | 21.83% |
1995 | 6.47% | 16.89% | 13.87% | 10.66% | 5.5% | 10.87% | 14.51% | 8.9% | 9.43% | -3.16% | -3.86% | 21.6% | 183.45% |
1994 | 22% | 2.46% | -13.6% | 2.78% | 6.3% | -14.41% | 7.92% | 22.02% | -4.51% | 11.02% | -9.22% | 8.59% | 39% |
1993 | 7.78% | -17.22% | -14.09% | -10.16% | 7.82% | -9.68% | 5.36% | -10.17% | -22.64% | 24.39% | -2.94% | 1.01% | -40.12% |
1992 | 4.38% | -6.16% | 16.79% | -3.12% | -8.39% | 16.9% | -9.64% | 11.33% | 19.39% |